Sorry if this has been asked before - does the MySkyHDi let you record movies?

In the weekend I recorded NED KELLY, which was on TV 3, using the MySKYHDi planner. The next day, when i went to view the movie, it wasn't there. This has happened to me on another movie (TV 1) as well.

Was wondering whether it was some copyight thing that was being enforced by SKY?